+90.4%
DSMC vs SPY
+111.5%
-21.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +2.3% | +2.6% | -0.3% | -0.1% |
| 30D | +5.0% | -2.0% | +7.0% | +6.8% |
| 3M | +3.0% | -2.8% | +5.7% | +5.5% |
| 6M | +18.4% | +2.1% | +16.2% | +15.4% |
| YTD | +28.1% | +11.5% | +16.6% | +14.4% |
| 1Y | +32.6% | +13.5% | +19.2% | +16.3% |
| 3Y | +58.3% | +77.7% | -19.4% | -13.1% |
| All | +90.4% | +111.5% | -21.1% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling